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  1. B

    Need a stockcharts.com-like program

    not sure why you want to use C++ when PHP has a lib to plot and make graphs
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    IB API HOWTOs and Guidelines - For Beginners

    ok, here is the tutorial to list all Option contracts for a given company. In this example, we will use MSFT for simplicity. We will do a special request to the IB Server and parse the replies and print the attributes for each contract. For MSFT, there are about 2,430 options contracts with...
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    IB API HOWTOs and Guidelines - For Beginners

    So far, we had examples for trading stocks, but one of the difficulty of IB API is to articulate certain derivatives strategies in programming code. Some options strategies are already built-in in IB, but others will need to coded properly. In the following example we create a new connection...
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    TrueTrade, Java/IB trading & backtesting

    Just another dead project, the web is full of them, hundreds like this best option is to build your own small optimized libs using Eclipse RCP as the base GUI framework and avoid everything else, that is the dozens of unnecessary framework that pollute Eclipse SDK.
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    IB API HOWTOs and Guidelines - For Beginners

    HFT is a whole different game, and this tutorial is definitely not for the HFT players. Some Python API is also dealing with Complex Event Processing (CEP) that will trap and filter all those different data streams that will trigger conditions for HFT trades. Like hacking, HFT is another...
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    IB API - get all expirys and strikes of a stock symbol

    This is what I did in Python to receive all the contract details. Don't forget the currency attributes, it's always something we tend to forget. # INSERT code for IB Connect etc... order_ticker = Contract() order_ticker.m_symbol = 'MSFT' order_ticker.m_secType = 'OPT'...
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    IB API - get all expirys and strikes of a stock symbol

    I just tested this in Python, and the IB server did return a long string of replies with different contract objects.
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    IB API HOWTOs and Guidelines - For Beginners

    indeed, most OpenSource ATS are coded for "Timer Based" strategies, which is highly annoying because it's a very limited view of trading. Also, many of those have been developed by chartists for chartists. Trading strategies are more than simple analysis of charts and price patterns on...
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    IB API - get all expirys and strikes of a stock symbol

    This is great, better than I expected from IB for this
  10. B

    IB API HOWTOs and Guidelines - For Beginners

    To build a simple ATS (not some crazy HFT ATS), you need to design your system with the following architecture in mind: 1. Classes or Functions to process and filter Data Feeds, may they be from your brokers or a different source. Data feeds can be more than simple quote streams, but also...
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    IB API HOWTOs and Guidelines - For Beginners

    Once the orders are placed, you can request to see opened trades, and if needed be, cancel a trade or "change" the quantity or price of that trade using the same OrderID. below is the code to get the opened trades from the IB Server and cancel a pending trade on the server # LOAD the...
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    IB API - get all expirys and strikes of a stock symbol

    the function is available in TWS, but for the IB API, I suspect you need to build your own functions, shouldn't be that difficult to build you could create the different instrument in a loop and test if a "close" attribute is present.
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    IB API HOWTOs and Guidelines - For Beginners

    2rosy, your link is not a tutorial, you are simply publishing your source code which is a simple rewrite of subclass with wrappers with no meaningful explanation, completely useless in what we are trying to accomplish here.
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    IB API HOWTOs and Guidelines - For Beginners

    don't even need to go that far, Python offers a free Windows IDE download the Windows Python IDE is actually very simple, basically a text editor with some autocompletion feature for classes, very convenient to use without the hundreds of features and the UI distraction of a monster IDE like...
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    IB API HOWTOs and Guidelines - For Beginners

    you couldn't be further from the truth, Python is extremely simple to program, it is what Java used to be before the framework non-sense boom, installing packages couldn't be simpler, just move the proprietary libs into your Python lib path if you don't want to use an "installer" or pipe...
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    NinjaTrader and Direct Market Access

    glad to see my thread is inspiring others :) DMA if I am not mistaken doesn't mean "brokerless". Brokers can give you DMA, but the clearing and compensation process will still be performed by the broker. To have direct access to an Exchange, you need to have some kind of registered...
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    IB API HOWTOs and Guidelines - For Beginners

    not sure exactly what's your point ? what's wrong with staying with Win7 ? this is an OS issue, nothing to do with API or trading logic in programming maybe you should consider Java as your main programming source, not ActiveX or D9, these technology are old and too commingled with Win
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    IB API HOWTOs and Guidelines - For Beginners

    I know of a programmer currently doing a port of IB API to Python 3, but it's still months away before it's finish. You could use Jython 3 if there is such a thing and load the Java IB API directly into Jython. not sure what would be the point of using Python and ActiveX, why make things more...
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    IB API HOWTOs and Guidelines - For Beginners

    now that we have addressed the simple connection and trading tasks in IB API, we can address the difficult tasks of creating complex derivatives instruments to be sent over the IB Server. This is a great source of confusion in all IB API implementation available out there. Programmers...
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    IB API HOWTOs and Guidelines - For Beginners

    in the following Python example, we will address the OrderID variable that is needed to accumulate your trades into IB Messaging Server. Per IB rule, you can't have 2 trade orders with the same OrderID, unless some of the attributes of the "Order" object are simple "quantity" and "price"...
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